Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and Gaussian distributions for various functionals of the process. © 2008 Elsevier B.V. All rights reserved.
Liggett, T. M. (2009). Distributional limits for the symmetric exclusion process. Stochastic Processes and Their Applications, 119(1), 1–15. https://doi.org/10.1016/j.spa.2008.01.010